Simulation::Sensitivity 0.11

Simulation::Sensitivity is a general-purpose sensitivity analysis tool for user-supplied calculations and parameters.

SYNOPSIS

use Simulation::Sensitivity;
$sim = Simulation::Sensitiviy->new(
calculation => sub { my $p = shift; return $p->{alpha} + $p->{beta} }
parameters => { alpha => 1.1, beta => 0.2 },
delta => 0.1 );
$result = $sim->run;
print $sim->text_report($result);

Simulation::Sensitivity is a general-purpose sensitivity analysis tool. Given a user-written calculating function, a "base-case" of parameters, and a requested input sensitivity delta, this module will carry out a sensitivity analysis, capturing the output of the calculating function while varying each parameter positively and negatively by the specified delta. The module also produces a simple text report showing the percentage impact of each parameter upon the output.

The user-written calculating function must follow a standard form, but may make any type of computations so long as the form is satisfied. It must take a single argument -- a hash reference of parameters for use in the calculation. It must return a single, numerical result.

CONSTRUCTORS

new

my $sim = Simulation::Sensitivity->new(
calculation => sub { my $p = shift; return $p->{alpha} + $p->{beta} }
parameters => { alpha => 1.1, beta => 0.2 },
delta => 0.1 );

new takes as its argument a hash with three required parameters. calculation must be a reference to a subroutine and is used for calculation. It must adhere to the usage guidelines above for such functions. parameters must be a reference to a hash that represents the initial starting parameters for the calculation. delta is a percentage that each parameter will be pertubed by during the analysis. Percentages should be expressed as a decimal (0.1 to indicate 10%).

As a constructor, new returns a Simulation::Sensitivity object.